There should not be a difference between slots. They are also configured globally. That is, on some motherboards you can select between 0 and 1 wait states (0 waitstates being the faster option), but it affects all slots equally.

Anyway, the video card will be the most bandwidth-hungry, at least when it's actually doing something, such as games/demos.
Running a game at 320x200 in 256 colours at 70 fps will take about 4.3 MB/s.
Harddisks from that era were generally nowhere near that fast yet.

There might be some weight to it though from a stability standpoint, but it's probably not something you'd see without moving the slots a long way from the CPU.

My thought being that VLB is supposedly limited to three slots simply because the CPU's electronics cannot drive more and it was already pushing the limits of what the system was electrically capable of. In theory, moving the slots further away would increase the instability due to increased power loss with longer traces.

As for your usage case on a board that actually exists though, you are unlikely to see any difference, I usually just throw the video card in the middle slot and use the one above for the host adapter simply because it makes running cables easier. Also, no harm asking questions, I've been messing around with this stuff for years and still ask questions, though as I've obtained more knowledge and more hardware, I find I can answer them myself more often.